+169.7%
EXE vs DGX
+112.7%
+57.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -3.1% | -0.9% | -2.3% | -3.1% |
| 30D | -0.9% | -1.2% | +0.2% | -0.8% |
| 3M | +9.6% | +15.8% | -6.2% | +7.6% |
| 6M | -11.6% | +18.2% | -29.8% | -13.5% |
| YTD | -12.6% | +37.2% | -49.8% | -16.5% |
| 1Y | +1.2% | +30.4% | -29.2% | -2.6% |
| 3Y | +18.0% | +96.7% | -78.7% | +6.5% |
| 5Y | +101.1% | +67.2% | +33.9% | +78.7% |
| All | +169.7% | +112.7% | +57.0% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling